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Primal-Dual Active-Set Method for the Valuation of American Exchange Options
27043 2514 Pages:858-885 -
Free Boundary Determination in Nonlinear Diffusion
37256 4428 Pages:295-310 -
Asymptotic Behavior of Solutions for a Free Boundary Problem with a Monostable Nonlinearity
4628 187 Pages:152-167 -
An Artificial Boundary Condition for a Class of Quasi-Newtonian Stokes Flows
38193 4899 Pages:35-51 -
Artificial Boundary Method for European Pricing Option Problem
48638 3222 Pages:746-773 -
Identification of a Corroded Boundary and Its Robin Coefficient
38783 4221 Pages:126-149 -
Machine Learning Algorithm for the Monge-Ampère Equation with Transport Boundary Conditions
15035 1375 Pages:788-819 -
Primal-Dual Active Set Method for American Lookback Put Option Pricing
36797 3063 Pages:603-614 -
Fast Algorithms for Boundary Integral Equations on Elliptic Domains and Related Inverse Problems
41629 3246 Pages:485-505 -
Estimation of a Regularisation Parameter for a Robin Inverse Problem
36417 3099 Pages:325-342 -
Streamline Diffusion Virtual Element Method for Convection-Dominated Diffusion Problems
43219 4785 Pages:158-180 -
Conjugate Gradient Method for Estimation of Robin Coefficients
36992 4302 Pages:189-204 -
Time Domain Linear Sampling Method for Inverse Scattering Problems with Cracks
53854 4498 Pages:96-110 -
Godunov Method for Stefan Problems with Enthalpy Formulations
40778 4380 Pages:107-119 -
Mixed Fourier-Jacobi Spectral Method for Two-Dimensional Neumann Boundary Value Problems
37850 4510 Pages:284-296 -
New Finite Difference Methods Based on IIM for Inextensible Interfaces in Incompressible Flows
37443 4340 Pages:155-171 -
An Inverse Diffraction Problem: Shape Reconstruction
36947 3245 Pages:342-360